[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-futures_prac-115-2-010":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"futures_prac","期貨商業務員資格測驗——期貨交易理論與實務","c1",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"futures_prac-115-2-010","115-2",10,"當交易人觀察英鎊期貨價位，認為若今天英鎊能回跌到 1.6608 的支撐帶時，會再回頭漲升一段行情，則交易人將會以下列哪一指令來下單獲利？",[13,14,15,16],"價位為 1.6608 的停損買單","價位為 1.6608 的停損賣單","價位為 1.6608 的觸價買單","價位為 1.6608 的觸價賣單",2,"期貨交易概論與各國實務",1,"交易人研判價格會先跌到 1.6608 的支撐區再反彈，打算做的是跌到便宜價位就進場作多，需要一張掛在市價下方、觸及後即轉為市價買單的委託，這正是觸價買單的用途，故 (C) 正確。(A) 停損買單必須設在市價上方，用於突破追價或空單停損，掛在下方不成立。(B) 停損賣單設在下方是為了認賠出場或順勢作空，與看多反彈的判斷完全相反。(D) 觸價賣單要掛在市價上方逢高賣出，同樣不符合此處的操作意圖。","medium",[23,26,29,33,37,41],{"id":24,"question":25,"qno":19},"futures_prac-114-3-001","以下有關期貨交易者類別所須繳交保證金額度的比較，何者為真？",{"id":27,"question":28,"qno":17},"futures_prac-114-3-002","停損限價（Stop Limit）委託賣單，其委託價與市價之關係為：",{"id":30,"question":31,"qno":32},"futures_prac-114-3-003","6 月 1 日計算香港交易所 MSCI 臺指期貨之未平倉量為 10,000 口，下列敘述何者為正確？甲.表示買賣雙方各有 5,000 口契約尚未平倉；乙.表示買賣雙方各有 10,000 口契約尚未平倉",3,{"id":34,"question":35,"qno":36},"futures_prac-114-3-004","目前客戶的保證金淨值為 US$60,000，而其未平倉部位所需原始保證金為 US$48,000，維持保證金為 US$36,000，則若客戶欲出金，其最高可提領金額為：",4,{"id":38,"question":39,"qno":40},"futures_prac-114-3-005","瑞郎期貨每口所須原始期貨保證金為 US$1,800，若客戶於 0.8754 買進，在 0.8790 平倉，請問客戶的投資報酬率為何？(瑞郎期貨契約值 125,000 瑞郎)",5,{"id":42,"question":43,"qno":44},"futures_prac-114-3-025","一般交易於交易廳所造成「無法撮合」的爭端是由交易所哪一個委員會處理？",25,1785904151821]